Access Statistics for Yakup Eser ARISOY

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Aggregate Volatility Expectations and Threshold CAPM 0 0 0 0 2 3 5 44
Aggregate Volatility and Market Jump Risk: An Option-Based Explanation to Size and Value Premia 0 0 0 0 0 0 0 12
Can Exposure to Tail Risk Explain Size, Book-to-Market, and Idiosyncratic Volatility Anomalies? 0 0 0 0 1 1 1 57
Does Aggregate Uncertainty Explain Size and Value Anomalies? 0 0 0 0 0 0 0 29
Is volatility risk priced in the securities market ? Evidence from S&P 500 index options 0 0 0 0 0 0 0 23
Optimal Multi-Period Consumption and Investment with Short-Sale Constraints 0 0 0 0 0 2 4 11
Option-Implied Volatility Measures and Stock Return Predictability 0 0 0 2 1 2 5 87
Volatility of Aggregate Volatility and Hedge Fund Returns 0 0 0 0 0 2 6 62
Volatility of Aggregate Volatility and Hedge Fund Returns 0 0 0 0 2 2 2 71
Volatility of aggregate volatility and hedge funds returns 0 0 0 23 5 5 7 188
Volatility of aggregate volatility and hedge funds returns 0 0 0 30 4 4 8 180
Volatility risk and the value premium: evidence from the french stock market 0 0 0 0 0 0 0 22
Total Working Papers 0 0 0 55 15 21 38 786


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Aggregate Volatility and Market Jump Risk: An Option‐Based Explanation to Size and Value Premia 0 0 0 17 0 0 2 47
Aggregate volatility expectations and threshold CAPM 0 1 1 6 3 5 8 76
Does aggregate uncertainty explain size and value anomalies? 0 0 0 4 0 1 4 26
Is volatility risk priced in the securities market? Evidence from S&P 500 index options 0 0 0 5 0 0 0 17
Optimal multi-period consumption and investment with short-sale constraints 0 1 1 9 1 2 3 56
Volatility of aggregate volatility and hedge fund returns 0 0 0 52 3 3 9 245
Volatility risk and the value premium: Evidence from the French stock market 0 0 1 89 1 2 5 299
Total Journal Articles 0 2 3 182 8 13 31 766


Statistics updated 2025-12-06